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New Sharp Necessary Optimality Conditions for Mathematical Programs with Equilibrium Constraints |
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| Authors: | Gfrerer Helmut Ye Jane J. |
| Affiliation: | 1.Institute of Computational Mathematics, Johannes Kepler University Linz, A-4040, Linz, Austria ;2.Department of Mathematics and Statistics, University of Victoria, Victoria, B.C., V8W 2Y2, Canada ; |
| Abstract: | In this paper, we study the mathematical program with equilibrium constraints formulated as a mathematical program with a parametric generalized equation involving the regular normal cone. We derive a new necessary optimality condition which is sharper than the usual M-stationary condition and is applicable even when no constraint qualifications hold for the corresponding mathematical program with complementarity constraints reformulation. |
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